+894.4%
MSFT vs AG
+72.5%
+821.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.2% |
| 7D | -6.2% | -4.0% | -2.2% | -6.0% |
| 30D | -3.7% | -13.1% | +9.4% | -2.8% |
| 3M | +3.6% | -22.0% | +25.7% | +5.2% |
| 6M | +26.8% | -37.3% | +64.1% | +30.1% |
| YTD | +8.4% | -11.2% | +19.6% | +7.7% |
| 1Y | +3.3% | +23.9% | -20.7% | 0.0% |
| 3Y | +44.3% | +225.1% | -180.9% | +27.1% |
| 5Y | +63.3% | +7.7% | +55.6% | +51.7% |
| 10Y | +894.4% | +86.9% | +807.5% | +795.7% |
| All | +894.4% | +72.5% | +821.9% | +795.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling